We usually bathe them outside. A good "stay" works well in situations like these. When I bathe other people's dogs I tie them to the gate. We have a cement sidewalk on the side that I bathe them on, keeps their pawsies clean too.

When it gets "cold" or it's late at night we bathe them in the tub. They all know the command "Get in the Tub", so that works nicely.